Applied Econometric Time Series
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Type
Book
Authors
ISBN 10
0470505397
ISBN 13
9780470505397
Category
Unknown
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Publication Year
2009
Publisher
Pages
544
Description
Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material. - from Amzon
Number of Copies
1
Library | Accession‎ No | Call No | Copy No | Edition | Location | Availability |
---|---|---|---|---|---|---|
Main | 192 | 1 | Yes |